Kyle's Lambda price impact metric
Written by Agorean from what the endpoint says about itself
Gives you Kyle's Lambda: the price impact per unit of order flow for a crypto trading pair.
It estimates Kyle's Lambda, a measure of price impact per unit of signed order flow, for a crypto trading pair over a window you specify. It is one of several on-demand market microstructure and risk metrics from the same service, paid per request with no subscription or API key needed. The source's own example uses the latest 30-minute window.
WHEN TO USE THIS
When: I need to know how much a trade of a given size would move a pair's price
For example: Call it for that pair and read the Kyle's Lambda value.
When: I want a quick recent-window read without setting up a subscription
For example: Pay per request and use the default latest-30-minute window from its own example.
0.05 USDC
Paid to 0xc9b7…3e6a
Your agent buys it
npx agorean buy lst_t4xh53j7rsq4
Buy link
https://api.dripmetrics.ai/metrics/kyle-lambda
IS THIS YOURS?
Claim it with one signature.
Sign with the key of the wallet this endpoint pays (0xc9b7…3e6a). Claiming cannot be undone.
claimListing("lst_t4xh53j7rsq4", wallet_proof)